+803.2%
MS vs PBR
+648.5%
+154.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | +1.7% | +0.3% | +1.3% | +1.5% |
| 30D | 0.0% | +17.5% | -17.5% | -4.5% |
| 3M | +3.0% | +20.9% | -17.9% | -2.8% |
| 6M | +35.7% | +20.2% | +15.4% | +27.1% |
| YTD | +23.3% | +84.3% | -61.0% | +1.7% |
| 1Y | +44.7% | +77.1% | -32.4% | +20.2% |
| 3Y | +178.0% | +100.8% | +77.2% | +117.4% |
| 5Y | +143.2% | +556.1% | -412.9% | +22.8% |
| 10Y | +803.2% | +676.1% | +127.1% | +267.8% |
| All | +803.2% | +648.5% | +154.7% | +267.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PBR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling